CME Soybeans Future November 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
1302-4 |
1304-0 |
1-4 |
0.1% |
1324-2 |
| High |
1318-0 |
1317-4 |
-0-4 |
0.0% |
1324-2 |
| Low |
1299-6 |
1288-0 |
-11-6 |
-0.9% |
1282-2 |
| Close |
1306-4 |
1288-0 |
-18-4 |
-1.4% |
1288-0 |
| Range |
18-2 |
29-4 |
11-2 |
61.6% |
42-0 |
| ATR |
24-3 |
24-6 |
0-3 |
1.5% |
0-0 |
| Volume |
70,585 |
57,793 |
-12,792 |
-18.1% |
342,765 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1386-3 |
1366-5 |
1304-2 |
|
| R3 |
1356-7 |
1337-1 |
1296-1 |
|
| R2 |
1327-3 |
1327-3 |
1293-3 |
|
| R1 |
1307-5 |
1307-5 |
1290-6 |
1302-6 |
| PP |
1297-7 |
1297-7 |
1297-7 |
1295-3 |
| S1 |
1278-1 |
1278-1 |
1285-2 |
1273-2 |
| S2 |
1268-3 |
1268-3 |
1282-5 |
|
| S3 |
1238-7 |
1248-5 |
1279-7 |
|
| S4 |
1209-3 |
1219-1 |
1271-6 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1424-1 |
1398-1 |
1311-1 |
|
| R3 |
1382-1 |
1356-1 |
1299-4 |
|
| R2 |
1340-1 |
1340-1 |
1295-6 |
|
| R1 |
1314-1 |
1314-1 |
1291-7 |
1306-1 |
| PP |
1298-1 |
1298-1 |
1298-1 |
1294-2 |
| S1 |
1272-1 |
1272-1 |
1284-1 |
1264-1 |
| S2 |
1256-1 |
1256-1 |
1280-2 |
|
| S3 |
1214-1 |
1230-1 |
1276-4 |
|
| S4 |
1172-1 |
1188-1 |
1264-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1324-2 |
1282-2 |
42-0 |
3.3% |
25-5 |
2.0% |
14% |
False |
False |
68,553 |
| 10 |
1368-0 |
1282-2 |
85-6 |
6.7% |
28-5 |
2.2% |
7% |
False |
False |
61,907 |
| 20 |
1394-4 |
1282-2 |
112-2 |
8.7% |
24-4 |
1.9% |
5% |
False |
False |
58,716 |
| 40 |
1397-0 |
1282-2 |
114-6 |
8.9% |
23-4 |
1.8% |
5% |
False |
False |
50,191 |
| 60 |
1397-0 |
1267-2 |
129-6 |
10.1% |
20-3 |
1.6% |
16% |
False |
False |
42,347 |
| 80 |
1397-0 |
1193-0 |
204-0 |
15.8% |
19-0 |
1.5% |
47% |
False |
False |
35,681 |
| 100 |
1397-0 |
1163-4 |
233-4 |
18.1% |
19-4 |
1.5% |
53% |
False |
False |
30,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1442-7 |
|
2.618 |
1394-6 |
|
1.618 |
1365-2 |
|
1.000 |
1347-0 |
|
0.618 |
1335-6 |
|
HIGH |
1317-4 |
|
0.618 |
1306-2 |
|
0.500 |
1302-6 |
|
0.382 |
1299-2 |
|
LOW |
1288-0 |
|
0.618 |
1269-6 |
|
1.000 |
1258-4 |
|
1.618 |
1240-2 |
|
2.618 |
1210-6 |
|
4.250 |
1162-5 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1302-6 |
1300-1 |
| PP |
1297-7 |
1296-1 |
| S1 |
1292-7 |
1292-0 |
|